+1.3%
AXP vs GIS
-20.3%
+21.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.1% |
| 7D | +0.6% | -8.3% | +8.9% | +1.0% |
| 30D | -4.3% | +2.2% | -6.5% | -4.4% |
| 3M | +4.7% | +15.7% | -11.0% | +4.5% |
| 6M | +9.0% | -12.0% | +20.9% | +5.8% |
| YTD | -11.1% | -15.0% | +3.8% | -14.0% |
| 1Y | +1.3% | -20.1% | +21.4% | -2.3% |
| All | +1.3% | -20.3% | +21.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling